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Preface | |
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Introduction and Review | |
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Some Notation and Terminology | |
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Matrix Arithmetic | |
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Inner Products and Orthogonality | |
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Determinants | |
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Vector Spaces | |
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Definitions and Examples | |
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Subspaces | |
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Linear Independence | |
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Sums and Intersections of Subspaces | |
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Linear Transformations | |
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Definition and Examples | |
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Matrix Representation of Linear Transformations | |
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Composition of Transformations | |
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Structure of Linear Transformations | |
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Four Fundamental Subspaces | |
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Introduction to the Moore-Penrose Pseudoinverse | |
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Definitions and Characterizations | |
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Examples | |
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Properties and Applications | |
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Introduction to the Singular Value Decomposition | |
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The Fundamental Theorem | |
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Some Basic Properties | |
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Row and Column Compressions | |
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Linear Equations | |
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Vector Linear Equations | |
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Matrix Linear Equations | |
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A More General Matrix Linear Equation | |
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Some Useful and Interesting Inverses | |
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Projections, Inner Product Spaces, and Norms | |
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Projections | |
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The four fundamental orthogonal projections | |
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Inner Product Spaces | |
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Vector Norms | |
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Matrix Norms | |
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Linear Least Squares Problems | |
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The Linear Least Squares Problem | |
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Geometric Solution | |
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Linear Regression and Other Linear Least Squares Problems | |
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Example: Linear regression | |
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Other least squares problems | |
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Least Squares and Singular Value Decomposition | |
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Least Squares and QR Factorization | |
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Eigenvalues and Eigenvectors | |
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Fundamental Definitions and Properties | |
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Jordan Canonical Form | |
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Determination of the JCF | |
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Theoretical computation | |
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On the +1's in JCF blocks | |
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Geometric Aspects of the JCF | |
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The Matrix Sign Function | |
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Canonical Forms | |
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Some Basic Canonical Forms | |
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Definite Matrices | |
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Equivalence Transformations and Congruence | |
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Block matrices and definiteness | |
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Rational Canonical Form | |
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Linear Differential and Difference Equations | |
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Differential Equations | |
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Properties of the matrix exponential | |
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Homogeneous linear differential equations | |
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Inhomogeneous linear differential equations | |
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Linear matrix differential equations | |
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Modal decompositions | |
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Computation of the matrix exponential | |
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Difference Equations | |
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Homogeneous linear difference equations | |
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Inhomogeneous linear difference equations | |
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Computation of matrix powers | |
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Higher-Order Equations | |
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Generalized Eigenvalue Problems | |
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The Generalized Eigenvalue/Eigenvector Problem | |
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Canonical Forms | |
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Application to the Computation of System Zeros | |
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Symmetric Generalized Eigenvalue Problems | |
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Simultaneous Diagonalization | |
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Simultaneous diagonalization via SVD | |
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Higher-Order Eigenvalue Problems | |
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Conversion to first-order form | |
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Kronecker Products | |
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Definition and Examples | |
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Properties of the Kronecker Product | |
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Application to Sylvester and Lyapunov Equations | |
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Bibliography | |
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Index | |